Accoring to New Zealand rules:

A play consists of placing a stone (of that player's own colour) on an unoccupied intersection, then removing any of the opponent's stones that then have no liberties (if any), and then removing any of that player's own stones that then have no liberties (if any).

A move consists of

1. making a play so that the resulting board position does not repeat the whole board position as it was after any of that player's previous moves or

2. saying 'pass'.

So captures are part of the move, and there are no "intermediate" positions during the move.

AFAIK, the same is true for most rule sets. You move from position to position, with captures/suicide included in the move.